LOral SA (Germany) Market Value
| LOR Stock | 352.75 1.55 0.44% |
| Symbol | LOral |
LOral SA 'What if' Analysis
In the world of financial modeling, what-if analysis is part of sensitivity analysis performed to test how changes in assumptions impact individual outputs in a model. When applied to LOral SA's stock what-if analysis refers to the analyzing how the change in your past investing horizon will affect the profitability against the current market value of LOral SA.
| 12/25/2024 |
| 01/24/2025 |
If you would invest 0.00 in LOral SA on December 25, 2024 and sell it all today you would earn a total of 0.00 from holding LOral SA or generate 0.0% return on investment in LOral SA over 30 days. LOral SA is related to or competes with Elmos Semiconductor, AGNC INVESTMENT, Taiwan Semiconductor, New Residential, MagnaChip Semiconductor, Hua Hong, and ON SEMICONDUCTOR. More
LOral SA Upside/Downside Indicators
Understanding different market momentum indicators often help investors to time their next move. Potential upside and downside technical ratios enable traders to measure LOral SA's stock current market value against overall market sentiment and can be a good tool during both bulling and bearish trends. Here we outline some of the essential indicators to assess LOral SA upside and downside potential and time the market with a certain degree of confidence.
| Information Ratio | (0.09) | |||
| Maximum Drawdown | 5.78 | |||
| Value At Risk | (2.42) | |||
| Potential Upside | 2.02 |
LOral SA Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for LOral SA's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as LOral SA's standard deviation. In reality, there are many statistical measures that can use LOral SA historical prices to predict the future LOral SA's volatility.| Risk Adjusted Performance | (0.04) | |||
| Jensen Alpha | (0.09) | |||
| Total Risk Alpha | (0.14) | |||
| Treynor Ratio | (0.48) |
Sophisticated investors, who have witnessed many market ups and downs, anticipate that the market will even out over time. This tendency of LOral SA's price to converge to an average value over time is called mean reversion. However, historically, high market prices usually discourage investors that believe in mean reversion to invest, while low prices are viewed as an opportunity to buy.
LOral SA Backtested Returns
LOral SA has Sharpe Ratio of -0.017, which conveys that the firm had a -0.017 % return per unit of risk over the last 3 months. LOral SA exposes twenty-four different technical indicators, which can help you to evaluate volatility embedded in its price movement. Please verify LOral SA's Standard Deviation of 1.38, mean deviation of 1.1, and Risk Adjusted Performance of (0.04) to check out the risk estimate we provide. The company secures a Beta (Market Risk) of 0.17, which conveys not very significant fluctuations relative to the market. As returns on the market increase, LOral SA's returns are expected to increase less than the market. However, during the bear market, the loss of holding LOral SA is expected to be smaller as well. At this point, LOral SA has a negative expected return of -0.0232%. Please make sure to verify LOral SA's treynor ratio, kurtosis, as well as the relationship between the Kurtosis and day typical price , to decide if LOral SA performance from the past will be repeated at some point in the near future.
Auto-correlation | -0.48 |
Modest reverse predictability
LOral SA has modest reverse predictability. Overlapping area represents the amount of predictability between LOral SA time series from 25th of December 2024 to 9th of January 2025 and 9th of January 2025 to 24th of January 2025. The more autocorrelation exist between current time interval and its lagged values, the more accurately you can make projection about the future pattern of LOral SA price movement. The serial correlation of -0.48 indicates that about 48.0% of current LOral SA price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.48 | |
| Spearman Rank Test | -0.62 | |
| Residual Average | 0.0 | |
| Price Variance | 38.94 |
LOral SA lagged returns against current returns
Autocorrelation, which is LOral SA stock's lagged correlation, explains the relationship between observations of its time series of returns over different periods of time. The observations are said to be independent if autocorrelation is zero. Autocorrelation is calculated as a function of mean and variance and can have practical application in predicting LOral SA's stock expected returns. We can calculate the autocorrelation of LOral SA returns to help us make a trade decision. For example, suppose you find that LOral SA has exhibited high autocorrelation historically, and you observe that the stock is moving up for the past few days. In that case, you can expect the price movement to match the lagging time series.
Current and Lagged Values |
| Timeline |
LOral SA regressed lagged prices vs. current prices
Serial correlation can be approximated by using the Durbin-Watson (DW) test. The correlation can be either positive or negative. If LOral SA stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if LOral SA stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in LOral SA stock over time.
Current vs Lagged Prices |
| Timeline |
LOral SA Lagged Returns
When evaluating LOral SA's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of LOral SA stock have on its future price. LOral SA autocorrelation represents the degree of similarity between a given time horizon and a lagged version of the same horizon over the previous time interval. In other words, LOral SA autocorrelation shows the relationship between LOral SA stock current value and its past values and can show if there is a momentum factor associated with investing in LOral SA.
Regressed Prices |
| Timeline |
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Analyzing currently trending equities could be an opportunity to develop a better portfolio based on different market momentums that they can trigger. Utilizing the top trending stocks is also useful when creating a market-neutral strategy or pair trading technique involving a short or a long position in a currently trending equity.Additional Tools for LOral Stock Analysis
When running LOral SA's price analysis, check to measure LOral SA's market volatility, profitability, liquidity, solvency, efficiency, growth potential, financial leverage, and other vital indicators. We have many different tools that can be utilized to determine how healthy LOral SA is operating at the current time. Most of LOral SA's value examination focuses on studying past and present price action to predict the probability of LOral SA's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move LOral SA's price. Additionally, you may evaluate how the addition of LOral SA to your portfolios can decrease your overall portfolio volatility.